Short-term forecasting GDP with a DSGE model augmented by monthly indicators
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- Červená, Marianna & Schneider, Martin, 2014. "Short-term forecasting of GDP with a DSGE model augmented by monthly indicators," International Journal of Forecasting, Elsevier, vol. 30(3), pages 498-516.
References listed on IDEAS
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Cited by:- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016.
"Exploiting the monthly data flow in structural forecasting,"
Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
- Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
- Červená, Marianna & Schneider, Martin, 2014.
"Short-term forecasting of GDP with a DSGE model augmented by monthly indicators,"
International Journal of Forecasting, Elsevier, vol. 30(3), pages 498-516.
- Marianna Cervená & Martin Schneider, 2010. "Short-term forecasting GDP with a DSGE model augmented by monthly indicators," Working Papers 163, Oesterreichische Nationalbank (Austrian Central Bank).
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Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1880-1897.
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The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 19(4), pages 801-824, December.
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- Niemann, Stefan & Pichler, Paul, 2014. "Collateral, liquidity and debt sustainability," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100617, Verein für Socialpolitik / German Economic Association.
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More about this item
Keywords
DSGE models; nowcasting; short-term forecasting; monthly indicators;
All these keywords.NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2010-09-11 (Central Banking)
- NEP-DGE-2010-09-11 (Dynamic General Equilibrium)
- NEP-FOR-2010-09-11 (Forecasting)
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